Bitshares trading history analyzer

This is a set of scripts for analyzing trading history on the Bitshares DEX and thus for all exchanges running on top (RuDEX, Cryptobridge, Openledger, SparkDex etc).

Supported inventory accounting methods:

FIFO (first-in/first-out)
LIFO (last-in/first-out)
LPFO (lowest-price/first-out)

Note: this is a beta software. Feel free to report bugs.

Limitations

Blockchain fees are currently not taken into account (market fees are correctly counted). Blockchain fees are fees charged by the blockchain itself, like transfer fee, fee for creating limit order etc.
Analyzer is not intended to generate tax reports, it's main purpose is to evaluate strategy performance. Origianlly ccgains library requires historic data to estimate profits for trades not involving BASE currency. For example, your base currency is USD, you bought BTC and than trading BTS/BTC pair. Such trades will not show any profits. Imagine finally you got more amount of BTC than initially and then you sold BTC for USD. This is where finally you will see the profits.
Another ccgains assumption is that if you deposited some quote currency and sold it for base currency, all obtained amount will be considered as a profit. Because we primarily interesting in evaluating strategy performance, we considering profit as a result of buy+sell only. So such deposited and then sold currency will be counted for 0 profit.

Installation using pipenv

Make sure you have installed required packages: apt-get install gcc make libssl-dev
Install pipenv

# Install pip and pipenv
sudo apt install python3-pip python3-dev
pip3 install --user pipenv

# Add pipenv (and other python scripts) to PATH
echo "PATH=$HOME/.local/bin:$PATH" >> ~/.bashrc
source ~/.bashrc

Run pipenv install to install the dependencies
Copy common.yml.example to common.yml and change variables according to your needs
Now you're ready to run scripts:

pipenv shell
./script.py
exit

Usage

Step one: export transfers and trading history

Use ./download_history.py account_name to get transfers and trading history. Export format is generic ccGains format. After running this script you'll get csv files with exported history.

Features:

History obtained from public elasticsearch wrapper node
Trading history aggregated by price, e.g. if you had single order for example of buying 1000 BTS at 0.10 USD/BTS and it was filled in small chunks of BTS, this feature will aggregate all these trades into single trade. Use '--no-aggregate' to disable
The script can continue previously exported data from the previous point, e.g. download fresh history and append it to the existing files
Fixed-point math is used to maintain strict precision in records

Step two: analyze history

Use ./analyzer.py base_currency account_name to analyze history. After running you'll get reports in pdf format and status-xxx.json file. Status file will be used as cache later when you'll need to analyze fresh data.

Features:

--mode flag let you specify accounting mode you wish to use (FIFO/LIFO/LPFO)
--precision flag is for defining base currency precision in reports. By default, precision is set to handle fiat currencies, so precision is 2 (numbers in 0.00 format). If you need to analyze BTC:XXX markets, use --precision 8
--year option let you limit reporting year. This is obvious, no need to generate full report each time while you already have a reports for previous years.

Support

If you have any issues, please open a github issue (and maybe search for similar open/closed issues).

antonblockchain / bitshares-tradehistory-analyzer